-43.1%
IT vs RACE
+65.0%
-108.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.5% |
| 7D | -16.9% | +5.1% | -22.0% | -18.6% |
| 30D | +2.3% | +7.7% | -5.4% | -0.6% |
| 3M | +2.9% | +2.2% | +0.7% | +1.8% |
| 6M | +25.9% | +23.8% | +2.1% | +15.2% |
| YTD | -24.6% | +13.9% | -38.5% | -29.4% |
| 1Y | -16.0% | +3.8% | -19.8% | -18.3% |
| 3Y | -51.6% | +28.0% | -79.6% | -61.1% |
| All | -43.1% | +65.0% | -108.1% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling